Lagrange Spline

[Peter Caspers-4]

Hi,

I added the missing Lagrange boundary condition to the cubic
interpolation. I tested against the MatLab implementation. Please feel
free to add it to some future release.

Kind regards
Peter

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[Peter Caspers-4]

maybe better with checking the number of given points ...
Peter

 

---------- Forwarded message ----------
From: Peter Caspers <[hidden email]>
Date: 2012/11/22
Subject: Lagrange Spline
To: [hidden email]


Hi,

I added the missing Lagrange boundary condition to the cubic interpolation. I tested against the MatLab implementation. Please feel free to add it to some future release.

Kind regards
Peter

------------------------------------------------------------------------------
Monitor your physical, virtual and cloud infrastructure from a single
web console. Get in-depth insight into apps, servers, databases, vmware,
SAP, cloud infrastructure, etc. Download 30-day Free Trial.
Pricing starts from $795 for 25 servers or applications!
http://p.sf.net/sfu/zoho_dev2dev_nov
_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev